Sharpe-Lintner-Black CAPM alpha (Premium Members Only) Fama-French (1993) 3-factor alpha (Premium Members Only) Fama-French-Carhart 4-factor alpha (Premium Members Only) Fama-French (2015) 5-factor alpha (Premium Members Only) Fama-French-Carhart 6-factor alpha (Premium Members Only) Dynamic conditional 6-factor alpha (Premium Members Only) Last update: Saturday 14 September 2024
2022-03-05 09:27:00 Saturday ET
Addendum on empirical tests of multi-factor models for asset return prediction Fama and French (2015) propose an empirical five-factor asset pricing mode
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Bank failure resolution and financial risk management: Silicon Valley Bank, Signature Bank, and First Republic Bank. What are the main root cau
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President Trump ramps up 25% tariffs on $200 billion Chinese imports soon after China backtracks on the Sino-American trade agreement. U.S. trade envoy Robe
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The Biden Inflation Reduction Act is central to modern world capitalism. As of 2022-2023, global inflation has gradually declined from the peak of 9.8% d
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President Trump has allowed most JFK files to be released to the general public. This batch of documents reveals many details of the assassination of Presid